Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
12,403 |
12,605 |
202 |
1.6% |
12,024 |
High |
12,508 |
12,715 |
207 |
1.7% |
12,508 |
Low |
12,310 |
12,308 |
-2 |
0.0% |
11,884 |
Close |
12,503 |
12,310 |
-193 |
-1.5% |
12,503 |
Range |
198 |
407 |
209 |
105.6% |
624 |
ATR |
163 |
180 |
17 |
10.7% |
0 |
Volume |
102,648 |
180,261 |
77,613 |
75.6% |
145,851 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,665 |
13,395 |
12,534 |
|
R3 |
13,258 |
12,988 |
12,422 |
|
R2 |
12,851 |
12,851 |
12,385 |
|
R1 |
12,581 |
12,581 |
12,347 |
12,513 |
PP |
12,444 |
12,444 |
12,444 |
12,410 |
S1 |
12,174 |
12,174 |
12,273 |
12,106 |
S2 |
12,037 |
12,037 |
12,236 |
|
S3 |
11,630 |
11,767 |
12,198 |
|
S4 |
11,223 |
11,360 |
12,086 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,170 |
13,961 |
12,846 |
|
R3 |
13,546 |
13,337 |
12,675 |
|
R2 |
12,922 |
12,922 |
12,618 |
|
R1 |
12,713 |
12,713 |
12,560 |
12,818 |
PP |
12,298 |
12,298 |
12,298 |
12,351 |
S1 |
12,089 |
12,089 |
12,446 |
12,194 |
S2 |
11,674 |
11,674 |
12,389 |
|
S3 |
11,050 |
11,465 |
12,332 |
|
S4 |
10,426 |
10,841 |
12,160 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,715 |
11,961 |
754 |
6.1% |
228 |
1.8% |
46% |
True |
False |
64,739 |
10 |
12,715 |
11,884 |
831 |
6.8% |
205 |
1.7% |
51% |
True |
False |
32,727 |
20 |
12,715 |
11,884 |
831 |
6.8% |
177 |
1.4% |
51% |
True |
False |
16,496 |
40 |
13,213 |
11,884 |
1,329 |
10.8% |
131 |
1.1% |
32% |
False |
False |
8,256 |
60 |
13,213 |
11,884 |
1,329 |
10.8% |
117 |
0.9% |
32% |
False |
False |
5,508 |
80 |
13,213 |
11,884 |
1,329 |
10.8% |
102 |
0.8% |
32% |
False |
False |
4,134 |
100 |
13,213 |
11,884 |
1,329 |
10.8% |
84 |
0.7% |
32% |
False |
False |
3,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,445 |
2.618 |
13,781 |
1.618 |
13,374 |
1.000 |
13,122 |
0.618 |
12,967 |
HIGH |
12,715 |
0.618 |
12,560 |
0.500 |
12,512 |
0.382 |
12,464 |
LOW |
12,308 |
0.618 |
12,057 |
1.000 |
11,901 |
1.618 |
11,650 |
2.618 |
11,243 |
4.250 |
10,578 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
12,512 |
12,512 |
PP |
12,444 |
12,444 |
S1 |
12,377 |
12,377 |
|